JP Morgan Call 770 MCK 16.01.2026/  DE000JK6WXH4  /

EUWAX
2024-05-23  1:52:58 PM Chg.+0.020 Bid3:44:53 PM Ask3:44:53 PM Underlying Strike price Expiration date Option type
0.280EUR +7.69% 0.290
Bid Size: 100,000
0.310
Ask Size: 100,000
McKesson Corporation 770.00 USD 2026-01-16 Call
 

Master data

WKN: JK6WXH
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: McKesson Corporation
Type: Warrant
Option type: Call
Strike price: 770.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-04
Last trading day: 2026-01-15
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 13.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.96
Time value: 0.37
Break-even: 748.31
Moneyness: 0.72
Premium: 0.45
Premium p.a.: 0.25
Spread abs.: 0.10
Spread %: 37.04%
Delta: 0.33
Theta: -0.08
Omega: 4.59
Rho: 2.20
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+16.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.250
1M High / 1M Low: 0.290 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.250
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -